Davila joined the Spanish second division club on a season-long loan deal in the summer and has made 20 appearances, scoring four goals.
The 21-year-old became the first ever Mexican to sign at Chelsea when he joined from Guadalajara on a five-year deal in 2011.
He spent last season on loan in the Eredivisie with Vitesse Arnhem but struggled to make an impact, notching up just three appearances.
Davila, who is hoping his performances in Spain are enough to earn him a call-up with the senior Mexico side, says he needs to continue his development on loan before he is ready to make a permanent return to Chelsea.
"I'm going step by step," he told Mexican publication Record. "I must first have a good season to be considered to go to London.
"This (the Mexican team) is still my dream and I will keep working and taking steps to get these important things, I know what this requires."